Relative performance of expected and observed fisher information in covariance estimation for maximum likelihood estimates.
Xumeng CaoJames C. SpallPublished in: ACC (2012)
Keyphrases
- maximum likelihood estimates
- fisher information
- parameter estimation
- closed form
- estimation error
- expectation maximization
- em algorithm
- maximum likelihood
- motion parameters
- probability density function
- linear models
- likelihood function
- euclidean space
- pairwise
- video sequences
- optical flow
- gaussian mixture model
- machine learning
- noise level